+688.4%
CIEN vs MUB
+77.1%
+611.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +27.4% | -0.8% | +28.2% | +27.9% |
| 30D | -26.6% | +2.4% | -29.0% | -27.5% |
| 3M | -32.0% | -1.1% | -30.9% | -31.6% |
| 6M | -49.1% | -1.0% | -48.1% | -48.8% |
| YTD | +25.7% | -0.3% | +26.0% | +26.0% |
| 1Y | +40.3% | 0.0% | +40.3% | +40.5% |
| 3Y | +566.2% | +10.2% | +556.0% | +537.3% |
| 5Y | +378.7% | +2.9% | +375.8% | +370.4% |
| 10Y | +1,252.3% | +21.9% | +1,230.4% | +1,188.1% |
| All | +688.4% | +77.1% | +611.3% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling